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Timestamp in klines #253

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grinay opened this issue Feb 9, 2025 · 1 comment
Closed

Timestamp in klines #253

grinay opened this issue Feb 9, 2025 · 1 comment

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@grinay
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grinay commented Feb 9, 2025

Hello. First of of all thanks for that amazing integration and high quality code.

I wanted to ask one thing here. I'm notices timestamp parameter in Kline update stream data, howver based on documentation this timestamp not exactly the time stamp of kline, but about latest order match in this candle. Is there a way to exactly add "ts" which truly correspond to timestamp of entity generated in system? I couldn't find this timestamp in existing models.

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@JKorf
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JKorf commented Feb 11, 2025

Hi, in the latest version the DataEvent.Timestamp property was split into DataEvent.ReceiveTime (which is what the original DataEvent.Timestamp value is) and DataEvent.DataTime, which is the time the server generated the event if such a time is available.

For Bybit this means the DataEvent.DataTime is set to the ts value you highlighted.

@JKorf JKorf closed this as completed Feb 12, 2025
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